+1,449.6%
NET vs TMF
-86.8%
+1,536.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -7.0% | -1.4% | -5.5% | -6.9% |
| 30D | -4.8% | -2.8% | -2.0% | -4.6% |
| 3M | +3.8% | -10.9% | +14.7% | +4.7% |
| 6M | +50.0% | -21.3% | +71.4% | +52.6% |
| YTD | +41.5% | -15.9% | +57.4% | +43.0% |
| 1Y | +32.8% | -15.7% | +48.6% | +34.1% |
| 3Y | +335.9% | -43.4% | +379.2% | +347.2% |
| 5Y | +113.8% | -87.8% | +201.6% | +120.6% |
| All | +1,449.6% | -86.8% | +1,536.4% | +1,357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling